V-Lab: RHB Bank Bhd Spline ILLIQ Liquidity Analysis

V-Lab

RHB Bank Bhd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:158.55 (17.98)

Analysis last updated: Sunday, August 24, 2025 at 02:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0247	7.42
$α$	0.1400	17.68
$β$	0.8512	107.23
$γ_{1}$	-0.0023	-2.82

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other RHB Bank Bhd Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM